Explicit form of the first-passage-time density for accelerating subdiffusion

Janusz Gajda and Wojciech Mydlarczyk

Physica A: Statistical Mechanics and its Applications, 2016, vol. 447, issue C, 149-160

Abstract: The first passage time (FPT) statistics play a central role in different fields. Apart of description of the underlying system state and its evolution it is essential to investigate the time at which this state reaches a certain area for the first time. In this paper we study the FPT problem for recently developed models of an accelerating subdiffusion which extends, incorporating various short and long time scalings of the mean square displacement (MSD), popular models of subdiffusion. Based on fractional-order differential equations we derive the Laplace transform of the FPT density function in the case of constant bias. For a force depending linearly on the position we provide a full analytical formula for the FPT density in terms of generalized Mittag-Leffler functions and the Hermite polynomials. We also provide a numerical evidence that FPT properties are strictly connected with MSD scalings of the accelerating subdiffusion.

Keywords: Subordination; Fractional Fokker–Planck equation; First passage time (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:447:y:2016:i:c:p:149-160

DOI: 10.1016/j.physa.2015.12.016

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